Category Archives: Issue # 2(21)

THE ALGORITHM FOR CALCULATING THE OPTIMAL CREDIT LIMIT FOR RETAIL EXPRESS LOANS

UDC 336.77

I.N. Mastyaeva, E.G. Volovatova


One of the main steps in the loan decision process is maximum credit limit calculation. At the moment there is no universal methodology for calculating such a limit, the bank has the right to independently develop the methodology by which the maximum limit will be assigned. Despite the fact that there is no universal methodology for calculating the limit, the principles of which banks make a decision are similar. As a rule, the PTI (payment-to-income) index is calculated on the basis of information about the client’s income and his credit history. However, in the case of express loans this approach is not applicable, since the income that is the main element in the calculations cannot be verified. This article suggests an alternative methodology for estimating the maximum limit in the case of express loans. Based on reliable information (credit report), a study has been conducted on which parameters related to PTI depends on the risk of default. After that, the function of calculating the optimal credit limit for the retail express loans at a given risk level is constructed, which allows increasing the Bank’s profitability by product.

Keywords: retail loans, express loans, credit risks, maximum limit, PTI, credit report.

Full text:
MastyaevaVolovatova_2_18_1.pdf

THE DECISION-MAKING PROCEDURE BASED ON MULTI-STAGE MODELLING AND OPTIMIZATION OF DEVELOPING SYSTEMS

UDC 681.3

D. A. Nedosekin


The relevance of the research is based on the fact that the effectiveness of the main life activity systems is significantly determined by the development of high-tech technological systems that promote them (for example, equipment related to radiotelephone communication, equipment related to digital television, equipment for 3G, 4G-technologies). When considering a multidimensional interaction among them is education related to developing systems (ALS) (for example, include information telecommunication computer network). The structure of the decision-making system in the management of the SRS is given and the components of its mathematical support are described. The first group of procedures in the mathematical support of the JWP is related to the application of computational algorithms for determining the indicators reflected for the main and supporting systems in the standard methods, and the formation on their basis of the basic optimization problems for two subclasses of the SRS. The second group includes multi-module algorithmic procedures for choosing a rational control option, which includes, in addition to the module for the formation of a plurality of perspective options based on the results of randomized search, a preliminary module for the transformation of basic optimization problems, the final decision-making module using expert information. The structure of the index of readiness of regions to information society is given. The index is built on the basis of aggregation of values of indicators, and aggregation takes place at several levels, allowing to build ratings of regions in separate directions and factors of development of information society with varying degrees of detail. It is shown how the method of calculation of the index of readiness of the region to information society is used. The structural scheme of formation of optimization model of infocommunication technology (ICT) of the system is given.

Keywords: decision-making, system, optimization, information society, aggregation.

Full text:
Nedosekin_2_18_1.pdf

MATHEMATICAL MODELING OF OPTIMAL CONTROL OF DYNAMIC SYSTEMS BY ARTIFICIAL NEURAL NETWORKS

UDC 519.97, 519.6, 007.681.5

E.A. Andreeva, V.M. Tsiruleva


Currently, an important technical and theoretical task is to develop methods and methods for managing complex dynamic objects that use both traditional methods for controlling dynamic systems (the Pontryagin maximum principle, the Bellman control synthesis method, the theory of automatic control), and methods based on the training of artificial neural networks, such as methods with a reference model, predictive neural control, method for back propagation of an error, etc. Neuropravlenie can be used in the management of fighters, asynchronous electric drives and computers. To develop intelligent control systems, methods of artificial intelligence can be combined with the achievements of the classical theory of optimal control. The article shows the possibility of combining classical methods of optimal control and optimization methods, such as the Pontryagin maximum principle for delayed argument systems, dynamic programming methods, etc., with methods using artificial neural networks.. The use of neural control technologies is caused by the existence of uncontrolled noises and interference. The advantage of neural networks is the possibility of their training, with the right choice of the activation function, accounting for delay in signal transmission between neurons and the formation of an input signal. The aim of the article is the development and construction of a generalized mathematical model for controlling a complex dynamic automatic control system using methods of optimal control theory, optimization methods and neural networks; developing a general hybrid algorithm for obtaining optimal values of control functions and weighting coefficients of a neural network that optimize a given functional. The created model can be used for various activation functions, taking into account the lag and limitations on the control parameters. An algorithm for constructing a numerical solution is developed depending on the values of the parameters of the model, the method, and the type of activation functions. At the end of the article the results of the computational experiment are shown.

Keywords: optimal control, multilayer artificial neural network, neuron ensemble, activation function, mathematical model, system of differential equations with delayed argument, multicriteria problem, maximum principle with delayed argument, discrete optimal control problem.

Full text:
AndreevaZiruleva_2_18_1.pdf

SUBSET SELECTION IN REGRESSION MODELS WITH CONSIDERING MULTICOLLINEARITY AS A TASK OF MIXED 0-1 INTEGER LINEAR PROGRAMMING

UDC 519.862.6

M. P. Bazilevskiy


The article is devoted to the problem of subset selection in linear regression model, the exact solution of which guarantees either a full search of all possible regressions or a solution of a specially formulated mathematical programming problem with Boolean variables. Often the problem of subset selection is solved using only one criterion of adequacy, for example, only model errors are minimized. But in the case of estimating regression using ordinary least squares, it is necessary to strive not only to increase the quality of the approximation, but also to observe the conditions of the Gauss-Markov theorem, one of which is the absence of a linear dependence between the explanatory variables. If this condition is not satisfied, then it is said that multicollinearity takes place. Thus, when selecting informative regressors, it is expedient to solve the two-criteria problem – to strive to maximize the quality of approximation and at the same time minimize the multicollinearity between explanatory variables. Since there are no exact quantitative criteria for determining the presence / absence of multicollinearity, in this paper, based on the well-known recommendation, a criterion for the upper bound of multicollinearity is formulated. Using this criterion, four possible statements of the two-criteria problem of subset selection are proposed, each of which is reduced to task of mixed 0-1 integer linear programming. To demonstrate the proposed mathematical apparatus, a trial version of a specialized software package was developed, with the help of which the task of modeling the freight turnover of the Krasnoyarsk railroad was solved.

Keywords: regression model, ordinary least squares, multicollinearity, subset selection in regression, task of mixed 0-1 integer linear programming

Full text:
Bazilevskiy_2_18_1.pdf

MODELING OF HIGH-TEMPERATURE HEATING OF STEEL-FIBROBETON

UDC 53.072:691.32: 536.4

A.S. Molodaya, S.D. Nikolenko, S. A. Sazonova


The work is devoted to the problem of physical simulation of high-temperature impact on dispersed-reinforced concrete. The results of experimental studies of the behavior of fine-grained fine-grained concretes with metallic fiber (steel fiber-reinforced concrete), in the high-temperature effect modeled in the muffle furnace, are presented. The muffle furnace is selected on the basis of the required high-temperature exposure parameters. In particular, the maximum heating temperature, the rise time of the temperature to the required 8500C. All selected parameters are well correlated with the parameters of real fires. The medium of the working space of the muffle furnace when creating the temperature effect is air. One of the advantages of the selected muffle furnace is the ease of operation and sufficient stability of the maintained temperature. The technique of carrying out the experiment at different high-temperature effects on steel-fiber-reinforced concrete has been worked out. It is shown that the use of dispersed reinforcement in the form of metallic fibers improves the state of experimental samples after high-temperature exposure of a given level. It was revealed that the degree of influence of disperse reinforcement on the state of samples depends on the percentage of reinforcement and the magnitude of the temperature effect. It is shown that an increase in the time of high-temperature exposure affects the state of the samples. The results of the research will help further develop the process of physical simulation of high-temperature heating in the study of the properties of building materials.

Keywords: method of travel of queue, the method of finding an open, adaptive model, local adaptive management.

Full text:
MolodayaSoavtori_2_18_1.pdf

THE STUDY MODELS THE DETECTION OF REGULARITIES IN THE STREAM OF MOVING OBJECTS

UDC 004.9

E. N. Proshkina, I. Y. Balashova


The article deals with the modeling and management of traffic flow depending on the current road situation. The relevance of the study is due to the daily growth of the vehicle fleet and, as a result, the emergence of congestion. The analysis of automated traffic control systems and traffic flow control technologies is carried out. The algorithms of adaptive control of traffic light objects are considered. A combined method of adaptive traffic control based on the method of queue separation and the method of gap search is proposed. This method is developed for implementation in intelligent adaptive traffic management system. The application of the proposed method allows to manage the existing road network taking into account its density and capacity. A mathematical model of identifying patterns in the flow of moving objects is constructed. The application of this model is aimed at reducing the likelihood of congestion on controlled road sections. Simulation modeling of the proposed method and method with preset phase values of the traffic light object is performed. The efficiency of using the combined method implementing an adaptive model of installation of phases of traffic lights, both at high and low traffic load is proved.

Keywords: method of travel of queue, the method of finding an open, adaptive model, local adaptive management.

Full text:
ProshkinaBalashova_2_18_1.pdf

HUMAN VALUES IN THE DIGITAL AGE

UDC 330.16

A. M. Factor, S. G. Kamolov, A. A. Nikandrova


Human values and systems of such values play an important role in human life and society. The individual value system is always linked to the values inherent in society. The article discusses the concepts of values from the point of view of different researchers. It is shown that economic development, cultural and political shifts are interrelated and go hand in hand with the transformation of human perception, human norms and values. In modern postindustrial societies, traditional values are contrasted with secular-rational values. People with such values pay less attention to religion and traditional family values. The digital age in which we live is different from other historical periods. It is shown that the mass digitization of our lives makes people adapt to the new reality. As part of the research, the authors conducted an interactive survey on modern values in the digital age. At the beginning of the survey, it was proposed to select five values that correspond to the most important. Further, respondents were asked to answer the question whether it is important for colleagues to have similar values. The respondents were then asked to choose between the political and economic condition of the country as the most significant factor influencing human values. At the end of the survey, respondents were asked to select five values that they could call typical of the digital era. An interesting finding is that while those in charge consider the family to be one of the most important values, they do not believe that this value will be equally important in the digital age. Thus, an assessment was made of whether classical values will remain unchanged or become inaccessible to people in the digital age.

Keywords: information society, digital epoch, human values, management, digitalization of values, innovations.

Full text:
FactorSoavtors_2_18_1.pdf

MATHEMATICAL MODEL OF THE OBJECT OF MANAGEMENT “FOLLOWING ELECTRIC POWER”

UDC 004.942

I.S. Maksyutov, A.B. Migranov


This article describes the generation of a mathematical model of the servo electric drive, which is designed to control the angle of rotation of a pneumatic gun, which is part of an automatic fire extinguishing system using artificial intelligence. At the moment, none of the existing automatic fire extinguishing systems provides fast and effective fire elimination with minimal losses. This topic is very relevant, since the topic of firefighting is one of the most problematic, including in the field. The obtained mathematical model will allow the fire suppression system to react more quickly to the readings of the temperature sensors that determine the core of the flame in order to turn the gun barrel towards the flame. To obtain the final mathematical model, differential equations and transfer functions are drawn up, characterizing the behavior of each member entering the system. The differential equation for the DC motor with voltage regulation in the armature circuit is derived taking into account the moment of inertia (JH) and the load resistance moment (Mn), which are applied to the motor shaft. As the results of the work, the experiment was carried out with the help of the MATLAB software and the curves of the transient process were obtained, showing the speed of the system.

Keywords: pneumatic gun, servomotor, angle of rotation, transfer function, mathematical model, speed of the system.

Full text:
MaksutovMigranov_2_18_1.pdf

DEVELOPMENT OF THE METHOD OF CALCULATION OF BALANCING ESTIMATES BASED ON THE USE OF PERMANENT POLYNOMIALS

UDC 519.1

V.V. Menshikh, O.V. Pyankov


It is proposed to carry out a study of objective object systems based on the theory of conflicts. Indicated internal indicators of the effectiveness of the functioning of ergatic systems, which are estimates of the balance of the elements of the system. Methods and algorithms are developed that allow the calculation of the balances of the conflict interactions of the elements of ergatic systems. The application of the sign graph G as a model of conflict interactions of the system elements is substantiated. We prove the possibility of applying the permanent polynomial of the adjacency matrices P and Z of graph G to calculate the balance estimates. We consider the Riser method, which reduces the computational complexity of calculating the permanent polynomial of adjacency matrices. We propose a modification of the Riser method, which includes calculating the sum of the digits of the binary representation of decimal numbers, allowing for computer calculations, and examples of using a new method for calculating the permanent are given in detail. On the algorithmic language, the developed algorithms for calculating the balance estimates are shown.

Keywords: balance estimations, permanent, method and algorithm of calculation, Riser method, information-analytical system.

Full text:
MenshikhPyankov_2_18_1.pdf

FEATURES OF APPLICATION OF TENSOR ANALYSIS TO TELECOMMUNICATION NETWORKS MODELLING

UDC 621.391

D.U. Ponomarev


The paper considers the main provisions of the application of tensor analysis to the telecommunication networks modeling for the probabilistic and time characteristics estimating of these networks as indicators of the level of quality of service. Technologies of modern telecommunication networks assume the use of structurally complicated information transmission routes, which is caused by a large number of devices and the dynamically changing topology of the network. To simulate processes in telecommunication networks, queuing theory methods are commonly used to estimate QoS indicators, such as the average delay time or the probability of loss, but these methods are not allowed use the information about the structure of transmission routes. However, this information is widely used in graph methods with taking into account the topology of the network. Tensor analysis of networks allows to combine information about the processes occurring in individual network systems, and information about the structure of information transmission routes. In this work, we consider the features of the application of tensor analysis to the problem of the telecommunication networks modeling. For this purpose, the main axioms of the proposed method are formulated, the classification of telecommunication network characteristics and parameters is made from the point of view of tensor analysis, methods and models of tensor analysis are considered, the algorithm for applying the approach to solving the problem of modeling telecommunication networks is developed.

Keywords: tensor analysis of networks, telecommunication network, quality of service, probability and time characteristics, queuing system.

Full text:
Ponomarev_2_18_1.pdf